+228.2%
IONQ vs ACGL
+34.9%
+193.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -0.9% |
| 7D | +16.7% | +1.3% | +15.4% | +16.8% |
| 30D | -12.3% | +14.2% | -26.5% | -11.5% |
| 3M | -17.7% | +11.1% | -28.8% | -17.0% |
| 6M | -28.9% | +16.4% | -45.3% | -28.7% |
| YTD | -22.0% | +13.8% | -35.8% | -22.0% |
| 1Y | -36.8% | +21.6% | -58.4% | -38.1% |
| 3Y | +228.2% | +33.5% | +194.7% | +296.3% |
| All | +228.2% | +34.9% | +193.4% | +296.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling